Can Non-Physicists Ask Math Questions on Physics Forums?

[econmajor]

Hi Physics Forum users.

I am new here and I want to use the Mathematics part of this forum. But I am not a physicist but an economist. My questions will NOT Economics related but pure mathematical and statistical. Is it OK for me to be here then and ask questions?

I am active in Math.StackExchange as well but I find this kind of forum better and I haven't found something similar to PF for mathematics.

 

[DrClaude]

Everyone is welcome to ask questions. In some forums, when creating a thread you can specify the level of answer you expect (high school, undergraduate, graduate).

 

[berkeman]

Your question looks fine. I'm not sure the Differential Equations forum is the best spot for it, but I'm not sure where would be the best place to move it.

Actually this is more of a simulation question but since PF doesn't have Simulation category I ask here.
I need to simulate a path from a proces given by this Stochastic DE:
$$ dX_t = -a(X_t-1)dt+b\sqrt{X_t}dB_t $$ where ##B_t## is wiener process/brownian motion and a and b are just some constants. In order to design a simulation scheme to this process I need to find it's distribution. Please help me find the distribution. I don't know whether this is advanced or Intermediate?

 

[fresh_42]

I moved it to Stochastic, because it's more a matter of distributions than solving the differential equation. We can move it back, if there will be no answers, say in a week or so. Please contact me in this case.

 

[Windadct]

Hello Again econmajor - it appears some of our mentors have a case of the Fridays!